Markit Pricing DataSecurities Finance

Markit Pricing Data provides global securities lending data to help customers manage securities lending programmes, optimise trading performance and enhance investment decision making.

Customers

  • Investment banks
  • |
  • Custodians
  • |
  • Hedge funds
  • |
  • Asset managers
  • |
  • Insurance companies
  • |
  • Regulators

Statistics

  • $15tnlendable inventory
  • $2tnvalue on loan

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Product Summary

Our securities finance dataset covers more than $15 trillion of global securities in the lending programmes of more than 20,000 institutional funds. It includes more than ten years of history with over three million intraday transactions. Our data is sourced directly from leading industry practitioners, including prime brokers, custodians, asset managers and hedge funds.

Our securities finance offering provides insight into market sentiment and trading transparency from a macro to individual stock level. It also delivers Tri-Party Repo data and analytics to provide enhanced visibility and insight into the market for collateral cash investments, demand, pricing and usage. Collateral and funding managers of prime dealers, banks, money market funds, securities lenders, hedge funds, insurance companies and corporations can benefit from our comprehensive combination of Repo and securities lending data and analytics.

    Key Benefits

    • Benchmarking capability

      In-depth and time-series analysis of key metrics to compare and evaluate securities lending performance against the market and peers from a macro to individual security level

    • Trading transparency

      Insight into market sentiment to finesse entry and exit points, including through opportunity screening, accurate price discovery and assessment of market share

    • Integrated workflow

      Flexible intraday data delivery via web applications, Excel add-in, data feeds, API and third-party vendors

    • Investment insight

      Ability to analyse long and short fund flow activity, identify potential factor turning points and manage portfolio risk adjusted returns

    • Risk exposure

      Enables screening and monitoring of recalls, concentration risk and potential short squeezes

    • News and research

      Independent daily research and commentary from industry experts, highlighting significant market movements

    Product Demo

    Thought Leadership

    • May 7 2014

      Q1 2014 Review: Spring cleaning

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    • Apr 24 2014

      Securities Lending Times 2014 Tech Guide: Markit assesses the convergence of stock loan, repo and collateral management

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    • Jan 29 2014

      Q4 2013 Review: Unblocking the Dam

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    • Nov 5 2013

      Q3 2013 Review: Tipping Point

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    • Aug 1 2013

      Q2 2013 Review: Resurging arbitrage

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    • May 10 2013

      Q1 2013 Review: Deflating asset bubbles

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    Toolkit Installation

    • 1. Download the latest version of the Securities Finance Toolkit for Microsoft Excel.

      For x32 Excel (on x32 or x64 Windows): MarkitToolkitSetup.exe
      For x64 Excel (on x64 Windows only): MarkitToolkitSetup64.exe

      Latest release: v9.1.2 April 2014
      Previous versions can be downloaded here: http://www.markit.com/en/products/data/securities-finance/toolkit-prior-versions.page

      System Requirements: Microsoft Windows XP or greater (32 bit or 64 bit), Microsoft Office Excel 2003 or greater (32 or 64 bit), Microsoft Dot Net Framework 4.0

      You will need to close Excel and have administrator access to your PC to install the Toolkit.

      To access data through the toolkit, you will need your username and password as provided by msf-support@markit.com

      MSI Installer:
      If your IT department needs to install the toolkit remotely on your computer, they will need the MSI installer.
      Users of 32 bit Excel should right click here and select Save As.
      Users of 64 bit Excel should right click here and select Save As.

      By downloading the Toolkit you are agreeing to the Grant of Licence and Disclaimer

    • 2. Check your installation. Right click here and save the spreadsheet to your computer, open the spreadsheet to check your installation has worked successfully

    • 3. Technical documentation Click here to download technical documentation.

    Press Releases

    • Mar 19 2014

      Markit launches new securities finance platform

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